Anic Equity¶

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Total return since start: 0.579 %¶

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Equity now: -----------------------------> 48223.75 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 46589.63 Kr¶

PnL: ---------------------------------------> 484.85 Kr¶

DD now: ---------------------------------> -9.218 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-08-07 10:39:10.691250'

Anic Portfolio¶

Today¶

Return: -0.02 %¶

This Week¶

Return: -0.02 %¶

Total portfolio value¶

Return including deposits: 57.872 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
VEF 791 -0.710000 2002.810000 392.960000 24.410000 1609.846364
Vitec Software Group B 2 -0.760000 1169.000000 82.000000 7.540000 1087.000000
Nordic Waterproofing Holding 7 -1.610000 1029.000000 62.000000 6.410000 966.999999
Sagax A 4 -0.870000 916.000000 62.000000 7.260000 854.000000
Volvo B 25 0.220000 5737.500000 8.750000 0.150000 5728.750000
Lindab International 35 -1.180000 5579.000000 0.000000 0.000000 5579.000000
NP3 Fastigheter 32 -1.280000 5683.200000 0.000000 0.000000 5683.200000
Volvo A 24 0.340000 5644.800000 0.000000 0.000000 5644.800000
Investor B 27 -0.240000 5670.000000 -6.750000 -0.120000 5676.750000
EnQuest PLC 2351 2.280000 5689.420000 -9.400000 -0.160000 5698.824000
Tethys Oil 109 2.820000 5883.820000 -11.990000 -0.200000 5895.810000
Orrön Energy 148 -3.030000 1585.080000 -94.720000 -5.640000 1679.800000
TOTAL 46589.630000 484.850000 -9.21794% 46104.780363

Updated:¶

'2023-08-07 10:39:28.669877'
None

Last optimization/rebalancing:¶

'2023-07-26'

Next optimization/rebalancing:¶

'2023-09-05'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶